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Sunday, April 6, 2014

The time has come to leave running the faster strategies …

On the side I put the equity line of our Nivor portfolio strategies , composed entirely by fast automatic strategies. Here worked with $ 1M.

I have highlighted on the chart the areas where low volatility slowed the growth of equity. Inside of these areas I have highlighted on red two points, where the technical situation of Vix is very similar.

The first area is March 2006, the second is for the same period of 2014. I think the time has come to leave running the faster strategies, which work very well with medium-high volatility.